NYMEX Light Sweet Crude Oil Future May 2023

Trading Metrics calculated at close of trading on 28-Dec-2022

Day Change Summary
	Previous	Current
	27-Dec-2022	28-Dec-2022	Change	Change %	Previous Week
Open	79.79	79.89	0.10	0.1%	75.21
High	80.92	79.96	-0.96	-1.2%	79.67
Low	79.24	77.53	-1.71	-2.2%	74.04
Close	79.57	79.05	-0.52	-0.7%	79.42
Range	1.68	2.43	0.75	44.6%	5.63
ATR	2.65	2.63	-0.02	-0.6%	0.00
Volume	21,978	15,345	-6,633	-30.2%	120,565

Daily Pivots for day following 28-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	86.14	85.02	80.39
R3	83.71	82.59	79.72
R2	81.28	81.28	79.50
R1	80.16	80.16	79.27	79.51
PP	78.85	78.85	78.85	78.52
S1	77.73	77.73	78.83	77.08
S2	76.42	76.42	78.60
S3	73.99	75.30	78.38
S4	71.56	72.87	77.71

Weekly Pivots for week ending 23-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	94.60	92.64	82.52
R3	88.97	87.01	80.97
R2	83.34	83.34	80.45
R1	81.38	81.38	79.94	82.36
PP	77.71	77.71	77.71	78.20
S1	75.75	75.75	78.90	76.73
S2	72.08	72.08	78.39
S3	66.45	70.12	77.87
S4	60.82	64.49	76.32

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.92	75.65	5.27	6.7%	2.28	2.9%	65%	False	False	22,498
10	80.92	73.51	7.41	9.4%	2.27	2.9%	75%	False	False	23,448
20	82.58	71.10	11.48	14.5%	2.64	3.3%	69%	False	False	29,305
40	87.48	71.10	16.38	20.7%	2.79	3.5%	49%	False	False	25,834
60	87.48	71.10	16.38	20.7%	2.70	3.4%	49%	False	False	21,100
80	87.48	71.10	16.38	20.7%	2.75	3.5%	49%	False	False	18,245
100	89.37	71.10	18.27	23.1%	2.71	3.4%	44%	False	False	16,033

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.51
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	90.29
2.618	86.32
1.618	83.89
1.000	82.39
0.618	81.46
HIGH	79.96
0.618	79.03
0.500	78.75
0.382	78.46
LOW	77.53
0.618	76.03
1.000	75.10
1.618	73.60
2.618	71.17
4.250	67.20

Fisher Pivots for day following 28-Dec-2022
Pivot	1 day	3 day
R1	78.95	79.15
PP	78.85	79.12
S1	78.75	79.08

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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